Kaltura Media is already installed and ready to use in every Canvas course via the Rich Content Editor. So is the My Media page, which you will easily find under the global Help menu in Canvas.
If you would like to put all of your videos into one organized menu item, you can enable Kaltura's "Course Media" page under your navigation settings. Also, if you would like to encourage your students to use Personal Capture instead of Canvas's easier-to-use Upload Media tool, you will want to enable the "My Media" link to your course so it's easier to find.